Firefox and IE has a built-in download manager application which keeps a history of every file downloaded by the user. This browser artifact can provide excellent information about what sites a user has been visiting and what kinds of files they have been downloading from them.
Firefox:
XP:
%userprofile%\Application Data\Mozilla\ Firefox\Profiles\<random text>.default\downloads.sqlite
Win7/8/10:
%userprofile%\AppData\Roaming\Mozilla\ Firefox\Profiles\<random text>.default\downloads.sqlite
Internet Explorer:
IE8-9:
%USERPROFILE%\AppData\Roaming\Microsoft\Windows\ IEDownloadHistory\
IE10-11:
%USERPROFILE%\AppData\Local\Microsoft\Windows\WebCache\ WebCacheV*.dat
Downloads will include: